Aqr Small Cap Fund Manager Performance Evaluation
| QSMLX Fund | USD 21.01 0.30 1.45% |
The fund shows a Beta (market volatility) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aqr Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Small is expected to be smaller as well.
Risk-Adjusted Performance
9 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Aqr Small Cap are ranked lower than 9 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak essential indicators, Aqr Small may actually be approaching a critical reversion point that can send shares even higher in December 2024.
...more| Expense Ratio Date | 29th of January 2023 | |
| Expense Ratio | 0.6100 |
Aqr |
Aqr Small Relative Risk vs. Return Landscape
If you would invest 1,886 in Aqr Small Cap on August 28, 2024 and sell it today you would earn a total of 215.00 from holding Aqr Small Cap or generate 11.4% return on investment over 90 days. Aqr Small Cap is currently producing 0.1821% returns and takes up 1.4752% volatility of returns over 90 trading days. Put another way, 13% of traded mutual funds are less volatile than Aqr, and 97% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Aqr Small Current Valuation
Fairly Valued
Today
Please note that Aqr Small's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Aqr Small Cap shows a prevailing Real Value of $20.63 per share. The current price of the fund is $21.01. We determine the value of Aqr Small Cap from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Aqr Small is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Aqr Mutual Fund. However, Aqr Small's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 21.01 | Real 20.63 | Hype 21.01 | Naive 20.37 |
The intrinsic value of Aqr Small's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Aqr Small's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Aqr Small Cap helps investors to forecast how Aqr mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Aqr Small more accurately as focusing exclusively on Aqr Small's fundamentals will not take into account other important factors: Aqr Small Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Small's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Aqr Small Cap, and traders can use it to determine the average amount a Aqr Small's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1234
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | QSMLX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.48 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Aqr Small is performing at about 9% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Aqr Small by adding it to a well-diversified portfolio.
Aqr Small Fundamentals Growth
Aqr Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Aqr Small, and Aqr Small fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Aqr Mutual Fund performance.
| Price To Earning | 17.25 X | ||||
| Price To Book | 1.96 X | ||||
| Price To Sales | 0.92 X | ||||
| Total Asset | 60.88 M | ||||
About Aqr Small Performance
Evaluating Aqr Small's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Aqr Small has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Aqr Small has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund pursues its investment objective by investing, under normal market conditions, at least 80 percent of its net assets in equity or equity-related securities of small-cap companies. It generally invests in small-cap U.S. companies, which the Adviser generally considers to be those companies with market capitalizations within the range of the Russell 2000 Index at the time of purchase.Things to note about Aqr Small Cap performance evaluation
Checking the ongoing alerts about Aqr Small for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Aqr Small Cap help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Aqr Small's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Aqr Small's mutual fund performance include:- Analyzing Aqr Small's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Aqr Small's stock is overvalued or undervalued compared to its peers.
- Examining Aqr Small's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Aqr Small's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Aqr Small's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Aqr Small's mutual fund. These opinions can provide insight into Aqr Small's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Aqr Mutual Fund
Aqr Small financial ratios help investors to determine whether Aqr Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Aqr with respect to the benefits of owning Aqr Small security.
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